lassoshooting: L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting
Version 0.1.5-1

L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting is fast. This implementation can choose which coefficients to penalize. It support coefficient-specific penalities and it can take X'X and X'y instead of X and y.

Getting started

Package details

AuthorTobias Abenius <[email protected]>
Date of publication2012-05-02 10:30:05
MaintainerTobias Abenius <[email protected]>
LicenseLGPL-3
Version0.1.5-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lassoshooting")

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lassoshooting documentation built on May 30, 2017, 1:22 a.m.